Uniform Central Limit Theorems

£49.00

Uniform Central Limit Theorems

Calculus and mathematical analysis Probability and statistics Combinatorics and graph theory Stochastics

Author: R.M. Dudley

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Collection: Cambridge Studies in Advanced Mathematics

Language: English

Published by: Cambridge University Press

Published on: 24th February 2014

Format: LCP-protected ePub

Size: 54 Mb

ISBN: 9781107720220


In this new edition of a classic work on empirical processes

The author, an acknowledged expert, gives a thorough treatment of the subject with the addition of several proved theorems not included in the first edition, including the Bretagnolle–Massart theorem giving constants in the Komlos–Major–Tusnady rate of convergence for the classical empirical process, Massart's form of the Dvoretzky–Kiefer–Wolfowitz inequality with precise constant, Talagrand's generic chaining approach to boundedness of Gaussian processes, a characterization of uniform Glivenko–Cantelli classes of functions, Giné and Zinn's characterization of uniform Donsker classes, and the Bousquet–Koltchinskii–Panchenko theorem that the convex hull of a uniform Donsker class is uniform Donsker.

The book will be an essential reference for mathematicians working in infinite-dimensional central limit theorems, mathematical statisticians, and computer scientists working in computer learning theory. Problems are included at the end of each chapter so the book can also be used as an advanced text.

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